Definition:Distribution-Free Method

Definition

A distribution-free method is a method of setting up a hypothesis test or confidence intervals which includes many non-parametric methods.

Such a method for making inferences from a sample does not depend on the form of the underlying population probability distribution.

There may be requirements such as continuity or symmetry, but no assumption is made about the specific type of distribution from which the sample is taken.

Also see

• Results about distribution-free methods can be found here.

Sources

• 1998: David Nelson: The Penguin Dictionary of Mathematics (2nd ed.) ... (previous) ... (next): distribution-free methods
• 2008: David Nelson: The Penguin Dictionary of Mathematics (4th ed.) ... (previous) ... (next): distribution-free methods